| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
15,462 |
15,448 |
-14 |
-0.1% |
15,493 |
| High |
15,466 |
15,523 |
57 |
0.4% |
15,600 |
| Low |
15,375 |
15,371 |
-4 |
0.0% |
15,419 |
| Close |
15,442 |
15,452 |
10 |
0.1% |
15,590 |
| Range |
91 |
152 |
61 |
67.0% |
181 |
| ATR |
132 |
133 |
1 |
1.1% |
0 |
| Volume |
106,888 |
138,442 |
31,554 |
29.5% |
591,699 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,905 |
15,830 |
15,536 |
|
| R3 |
15,753 |
15,678 |
15,494 |
|
| R2 |
15,601 |
15,601 |
15,480 |
|
| R1 |
15,526 |
15,526 |
15,466 |
15,564 |
| PP |
15,449 |
15,449 |
15,449 |
15,467 |
| S1 |
15,374 |
15,374 |
15,438 |
15,412 |
| S2 |
15,297 |
15,297 |
15,424 |
|
| S3 |
15,145 |
15,222 |
15,410 |
|
| S4 |
14,993 |
15,070 |
15,369 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,079 |
16,016 |
15,690 |
|
| R3 |
15,898 |
15,835 |
15,640 |
|
| R2 |
15,717 |
15,717 |
15,623 |
|
| R1 |
15,654 |
15,654 |
15,607 |
15,686 |
| PP |
15,536 |
15,536 |
15,536 |
15,552 |
| S1 |
15,473 |
15,473 |
15,574 |
15,505 |
| S2 |
15,355 |
15,355 |
15,557 |
|
| S3 |
15,174 |
15,292 |
15,540 |
|
| S4 |
14,993 |
15,111 |
15,491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,600 |
15,371 |
229 |
1.5% |
114 |
0.7% |
35% |
False |
True |
104,729 |
| 10 |
15,600 |
15,343 |
257 |
1.7% |
122 |
0.8% |
42% |
False |
False |
114,279 |
| 20 |
15,600 |
15,343 |
257 |
1.7% |
109 |
0.7% |
42% |
False |
False |
105,007 |
| 40 |
15,600 |
14,474 |
1,126 |
7.3% |
157 |
1.0% |
87% |
False |
False |
133,121 |
| 60 |
15,600 |
14,474 |
1,126 |
7.3% |
166 |
1.1% |
87% |
False |
False |
89,214 |
| 80 |
15,600 |
14,312 |
1,288 |
8.3% |
152 |
1.0% |
89% |
False |
False |
66,931 |
| 100 |
15,600 |
14,241 |
1,359 |
8.8% |
141 |
0.9% |
89% |
False |
False |
53,548 |
| 120 |
15,600 |
13,642 |
1,958 |
12.7% |
121 |
0.8% |
92% |
False |
False |
44,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,169 |
|
2.618 |
15,921 |
|
1.618 |
15,769 |
|
1.000 |
15,675 |
|
0.618 |
15,617 |
|
HIGH |
15,523 |
|
0.618 |
15,465 |
|
0.500 |
15,447 |
|
0.382 |
15,429 |
|
LOW |
15,371 |
|
0.618 |
15,277 |
|
1.000 |
15,219 |
|
1.618 |
15,125 |
|
2.618 |
14,973 |
|
4.250 |
14,725 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,450 |
15,468 |
| PP |
15,449 |
15,462 |
| S1 |
15,447 |
15,457 |
|